The Brief of Stock Exchange and Indicator

新冠(2019-nCoV)疫情开始在中国以外的地方爆发,此时会需要去看一些其他国家指数指标,顺便梳理了一下在 IB 上看到的有点迷糊的交易所和指标,提供一份基于实践的可持续整理的列表

Stock Exchange

Country Exchange Full Exchange name Remark
Japan OSE Osaka Stock Exchange [email protected]
Japan TSE.JPN/TSEJ Tokyo Stock Exchange [email protected]
Korea KSE Korea Stock Exchange [email protected]
Singapore SGX Singapore Exchange Limited [email protected]
China SEHK The Stock Exchange of Hong Kong Limited [email protected]
China SEHKNTL Shanghai-Hong Kong Stock Connect 沪港通
China HKFE Hong Kong Futures Exchange
America PHLX Philadelphia Stock Exchange [email protected]
America CBOE The Chicago Board Options Exchange
America GLOBEX CME Globex is the premier electronic trading system providing global connectivity to the broadest array of futures and options across all asset classes.
America CME The Chicago Mercantile Exchange
CME Group is the world’s leading and most diverse derivatives marketplace, made up of four exchanges, CME, CBOT, NYMEX and COMEX. Each exchange offers a wide range of global benchmarks across major asset classes.
America ARCA NYSE Arca is an electronic securities exchange in the U.S. on which exchange-traded products (ETPs) and equities trade. The exchange specializes in ETP listings, which include exchange-traded funds (ETFs), exchange-traded notes (ETNs) and exchange-traded vehicles (ETVs). [email protected]
America CBOT (ECBOT) The Chicago Board of Trade
CME Group merged with the Chicago Board of Trade (CBOT), a Designated Contract Market offering products subject to CBOT rules and regulations, in 2007. CBOT brought a suite of interest rates, agricultural and equity index products to our existing offering.
[email protected]ECBOT
America NYBOT New York Board of Trade
Founded in 1870, the New York Board of Trade (NYBOT) is a commodity futures exchange located in New York. In 2006, it became part of the Intercontinental Exchange (ICE).
America ICE The Intercontinental Exchange
The Intercontinental Exchange (ICE) was founded in May 2000 in Atlanta, Georgia, to facilitate the electronic purchase and sale of energy commodities. ICE operates entirely as an electronic exchange and is linked directly to individuals and companies looking to trade in oil, natural gas, jet fuel, emissions, electric power, commodity derivatives, and futures.
America NASDAQ.NMS The National Market System (NMS) is the national system for trading equities in the United States. The System includes all the facilities and entities which are used by broker-dealers to fulfill trade orders for securities. This includes: Major stock exchanges, such as NYSE and Nasdaq.
America NYSE The New York Stock Exchange
America ONE OneChicago Exchange OneChicago
America AMEX NYSE American, The American Stock Exchange (AMEX) was once the third-largest stock exchange in the U.S
European DTB EUREX, Deutsche Terminbörse EUREX

Indicator

Nikkei 225 Index

N225(Nikkei 225 Index)

Exchange: OSE.JPN
Currency: JPY
Index Methodology : Price-weighted index

N225 Index Trading hours
09:00 JST - 15:00 JST

N225 Future

Multiplier : 1000

N225 Future Trading hours
8:45 JST - 15:15 JST
16:30 JST - 05:30 JST

JST : https://www.timeanddate.com/time/zones/jst

Nikkei 225 Futures (Large Contracts) Specifications
https://www.jpx.co.jp/english/derivatives/products/domestic/225futures/01.html

N225 Option

N225 Option Trading hours
09:00 JST - 15:15 JST
16:30 JST - 05:30 JST

N225 Index 支持欧式期权交易,Multiplier为1000

这里说一下为什么要做日经期权,除了在疫情下行情随着消息面剧烈波动,买方期权是 Risk limited 的,货币自由兑换和美国作为最大的消费市场的体系下,日经经常是跟着美元趋势的,日经的期权是几乎 HKT 的白天和晚上都能交易的,这意味着如果白天有个疫情的重要会议的结果,你马上就可以在趋势逆转前平仓走人了,但是如果是美股,你要等到它开盘才能交易,但是那个时候可能另一个反向的消息来到了,反而可能已经由盈转亏了

N225M(Nikkei 225 Index Mini)

Multiplier : 100

N225M future Trading hours
8:45 JST - 15:15 JST, 16:30 JST - 5:30 JST

MSCI Japan Index

Exchange of holdings: Tokyo Stock Exchange
Market Currency: JPY
Index Methodology : MSCI Global Investable Market Indexes (GIMI) Methodology

The index is based on the MSCI Global Investable Market Indexes (GIMI) Methodology —a comprehensive and consistent approach to index construction that allows for meaningful global views and cross regional comparisons across all market capitalization size, sector and style segments and combinations. This methodology aims to provide exhaustive coverage of the relevant investment opportunity set with a strong emphasis on index liquidity, investability and replicability. The index is reviewed quarterly—in February, May, August and November—with the objective of reflecting change in the underlying equity markets in a timely manner, while limiting undue index turnover. During the May and November semi-annual index reviews, the index is rebalanced and the large and mid capitalization cutoff points are recalculated.

Factsheet of MSCI Japan Index
https://www.msci.com/documents/10199/b3ee6464-f705-4d65-81a0-d8756607cf9f

MSCI Global Investable Market Index
MSCI_Global_Investable_Market_Indexes_Methodology_20200212.pdf

EWJ(MSCI Japan Index ETF)

Underlying : MSCI Japan Index
Exchange: NYSE Arca
ETF Currency: USD

Exchange of holdings: Tokyo Stock Exchange
Market Currency: JPY

Ishares MSCI Japan ETF:
https://www.ishares.com/us/products/239665/ishares-msci-japan-etf

EWJ:
https://www.etf.com/EWJ

EWJ 支持期权交易

Tadawul All Share (TASI)

沙特阿拉伯全指, 这个指数有点意思,就是在周日也会波动,可以作为预测周一股市变化的因子

Exchange: Saudi Stock Exchange (Tadawul)
Market Currency: SAR

iShare MSCI Saudi Arabia ETF(KSA)

Underlying: MSCI Saudi Arabia IMI 25/50 Index
ETF Currency: USD
Market Currency: SAR

fact sheet
https://www.ishares.com/us/literature/fact-sheet/ksa-ishares-msci-saudi-arabia-etf-fund-fact-sheet-en-us.pdf

iShares MSCI Saudi Arabia ETF
https://www.ishares.com/us/products/271542/ishares-msci-saudi-arabia-capped-etf

to be continued


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Reference

SEHKNTL
https://en.wikipedia.org/wiki/Shanghai-Hong_Kong_Stock_Connect
The list of SEHKNTL
https://www1.interactivebrokers.com/en/index.php?f=11759
List of stock exchange
https://en.wikipedia.org/wiki/List_of_stock_exchanges
Stock Exchange
https://en.wikipedia.org/wiki/Stock_exchange
Exchange Listings in IB
https://www1.interactivebrokers.com/en/index.php?f=1562
ICE
https://www.investopedia.com/terms/i/intercontinentalexchange.asp
Japan ETF
https://www.etf.com/channels/japan-etfs
NYSE AMEX
https://www.investopedia.com/terms/a/amex.asp